3.90Open2.35Pre Close1 Volume21 Open Interest207.50Strike Price390.00Turnover22.26%IV0.18%PremiumDec 13, 2024Expiry Date3.54Intrinsic Value100Multiplier1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.8976Delta0.0674Gamma55.88Leverage Ratio-0.1100Theta-0.0051Rho-50.16Eff Leverage0.0220Vega